Databento Instrument API

The instrument API from Databento — 3 operation(s) for instrument.

Operations 3

GET /v0/instrument/instrument_list Get Instrument List #
GET /v0/instrument/validate/{dataset}/{asset_class}/{instrument} Validate Instrument #

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OpenAPI Specification

databento-instrument-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  title: Databento OpenAPI specification Instrument API
  version: 0.167.1
tags:
- name: instrument
paths:
  /v0/instrument/instrument_list:
    get:
      tags:
      - instrument
      summary: Get Instrument List
      operationId: get_instrument_list_v0_instrument_instrument_list_get
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
          title: Dataset
      - name: asset_class
        in: query
        required: true
        schema:
          type: string
          title: Asset Class
      - name: symbol
        in: query
        required: true
        schema:
          type: string
          title: Symbol
      - name: date
        in: query
        required: true
        schema:
          type: string
          title: Date
      - name: order_by
        in: query
        required: false
        schema:
          type: string
          default: volume
          title: Order By
      - name: desc
        in: query
        required: false
        schema:
          type: boolean
          default: true
          title: Desc
      - name: limit
        in: query
        required: false
        schema:
          anyOf:
          - type: string
          - type: 'null'
          title: Limit
      - name: offset
        in: query
        required: false
        schema:
          anyOf:
          - type: string
          - type: 'null'
          title: Offset
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/InstrumentDetailListView'
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
  /v0/instrument/related-datasets/{dataset}/{asset_class}/{instrument}:
    get:
      tags:
      - instrument
      summary: Get Related Datasets
      operationId: get_related_datasets_v0_instrument_related_datasets__dataset___asset_class___instrument__get
      parameters:
      - name: dataset
        in: path
        required: true
        schema:
          type: string
          title: Dataset
      - name: asset_class
        in: path
        required: true
        schema:
          type: string
          title: Asset Class
      - name: instrument
        in: path
        required: true
        schema:
          type: string
          title: Instrument
      - name: retry
        in: query
        required: false
        schema:
          type: integer
          default: 0
          title: Retry
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: '#/components/schemas/RelatedDatasetView'
                title: Response Get Related Datasets V0 Instrument Related Datasets  Dataset   Asset Class   Instrument  Get
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
  /v0/instrument/validate/{dataset}/{asset_class}/{instrument}:
    get:
      tags:
      - instrument
      summary: Validate Instrument
      operationId: validate_instrument_v0_instrument_validate__dataset___asset_class___instrument__get
      parameters:
      - name: dataset
        in: path
        required: true
        schema:
          type: string
          title: Dataset
      - name: asset_class
        in: path
        required: true
        schema:
          type: string
          title: Asset Class
      - name: instrument
        in: path
        required: true
        schema:
          type: string
          title: Instrument
      - name: retry
        in: query
        required: false
        schema:
          type: integer
          default: 0
          title: Retry
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/InstrumentDescription'
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
components:
  schemas:
    InstrumentDescription:
      properties:
        symbol:
          type: string
          title: Symbol
        display_symbol:
          type: string
          title: Display Symbol
        instrument_name:
          type: string
          title: Instrument Name
        asset_class:
          anyOf:
          - type: string
          - type: 'null'
          title: Asset Class
        security_type:
          anyOf:
          - type: string
          - type: 'null'
          title: Security Type
          default: raw_symbol
        dataset_id:
          anyOf:
          - type: string
          - type: 'null'
          title: Dataset Id
        dataset_name:
          anyOf:
          - type: string
          - type: 'null'
          title: Dataset Name
        publisher:
          anyOf:
          - type: string
          - type: 'null'
          title: Publisher
        first_seen:
          anyOf:
          - type: string
            format: date
          - type: 'null'
          title: First Seen
        last_seen:
          anyOf:
          - type: string
            format: date
          - type: 'null'
          title: Last Seen
      type: object
      required:
      - symbol
      - display_symbol
      - instrument_name
      title: InstrumentDescription
    HTTPValidationError:
      properties:
        detail:
          items:
            $ref: '#/components/schemas/ValidationError'
          type: array
          title: Detail
      type: object
      title: HTTPValidationError
    RelatedDatasetView:
      properties:
        service_group:
          type: string
          title: Service Group
        dataset:
          type: string
          title: Dataset
        asset_class:
          type: string
          title: Asset Class
        instrument:
          type: string
          title: Instrument
        total_products:
          type: integer
          title: Total Products
      type: object
      required:
      - service_group
      - dataset
      - asset_class
      - instrument
      - total_products
      title: RelatedDatasetView
    InstrumentDetailListView:
      properties:
        count:
          type: integer
          title: Count
        actual_date:
          type: string
          title: Actual Date
        instrument_first_seen_date:
          type: string
          title: Instrument First Seen Date
        instrument_last_seen_date:
          type: string
          title: Instrument Last Seen Date
        data:
          items:
            items:
              anyOf:
              - type: string
              - type: number
              - type: integer
              - type: 'null'
            type: array
          type: array
          title: Data
        message:
          anyOf:
          - type: string
          - type: 'null'
          title: Message
        code:
          anyOf:
          - $ref: '#/components/schemas/ReasonRefCode'
          - type: 'null'
      type: object
      required:
      - count
      - actual_date
      - instrument_first_seen_date
      - instrument_last_seen_date
      - data
      title: InstrumentDetailListView
    ReasonRefCode:
      type: string
      enum:
      - degraded
      - non-trading
      - pending
      title: ReasonRefCode
    ValidationError:
      properties:
        loc:
          items:
            anyOf:
            - type: string
            - type: integer
          type: array
          title: Location
        msg:
          type: string
          title: Message
        type:
          type: string
          title: Error Type
      type: object
      required:
      - loc
      - msg
      - type
      title: ValidationError
  securitySchemes:
    OAuth2PasswordBearerWithCookie:
      type: oauth2
      flows:
        password:
          scopes: {}
          tokenUrl: /v0/auth/login
    HTTPBasic:
      type: http
      scheme: basic